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JPIB vs. NXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPIB vs. NXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) and Nuveen International Aggregate Bond ETF (NXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPIB achieves a 1.10% return, which is significantly lower than NXUS's 1.19% return.


JPIB

1D
-0.04%
1M
0.94%
YTD
1.10%
6M
1.25%
1Y
4.85%
3Y*
5.96%
5Y*
2.81%
10Y*

NXUS

1D
0.15%
1M
1.02%
YTD
1.19%
6M
1.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPIB vs. NXUS - Yearly Performance Comparison


Correlation

The correlation between JPIB and NXUS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.70

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Return for Risk

JPIB vs. NXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPIB
JPIB Risk / Return Rank: 3636
Overall Rank
JPIB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 3939
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4343
Omega Ratio Rank
JPIB Calmar Ratio Rank: 2727
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3232
Martin Ratio Rank

NXUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPIB vs. NXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and Nuveen International Aggregate Bond ETF (NXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPIBNXUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.30

Martin ratioReturn relative to average drawdown

4.42

JPIB vs. NXUS - Sharpe Ratio Comparison


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Drawdowns

JPIB vs. NXUS - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, which is greater than NXUS's maximum drawdown of -2.81%. Use the drawdown chart below to compare losses from any high point for JPIB and NXUS.


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Drawdown Indicators


JPIBNXUSDifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-2.81%

-10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

Current Drawdown

Current decline from peak

-0.77%

-0.63%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.93%

-0.91%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

Volatility

JPIB vs. NXUS - Volatility Comparison


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Volatility by Period


JPIBNXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.73%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

3.73%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

3.73%

+0.71%

JPIB vs. NXUS - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is higher than NXUS's 0.08% expense ratio.


Dividends

JPIB vs. NXUS - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 5.00%, more than NXUS's 1.66% yield.


PositionTTM202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
5.00%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%
NXUS
Nuveen International Aggregate Bond ETF
1.66%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPIB and NXUS have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NXUS is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NXUS is cheaper with a 0.08% expense ratio, compared with 0.50% for JPIB.

JPIB has the higher dividend yield at 5.00%, compared with 1.66% for NXUS.

They also come from different issuers: JPMorgan and Nuveen. Their fees differ too: 0.50% for JPIB and 0.08% for NXUS.

Portfolio Optimizer

Find the right allocation for JPIB and NXUS

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